MODEL ADOPTION #2626: REJECT — LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 31.0% t — E8 Intelligence Research
DECISION: REJECT ELEMENT: No element survives — the phase-distance filter (≤2°) is a statistical artifact, not an E8-geometry edge. EXPECTED IMPACT: Win-rate gain (+4.4pp) is likely overfit (p≈0.08, n=440) and will shrink or invert out-of-sample. Even if real, it reduces trade frequency by 20–40%, cutting total R despite higher win% — net profit likely flat or negative. RISK: Filtering out high-quality trend trades where phase distance naturally widens (e.g., strong momentum) will amputate the model's best risk-reward entries, degrading total return and violating E8's rhythm logic (phase tightness is not a timing signal, only a noise proxy). TEST: Before any reconsideration, run a 6-month historical replay on all six instruments, split by trending vs. ranging weeks (ADX>25 vs <20). Require: (1) win-rate delta ≥ +3pp in BOTH regimes, (2) total R per week ≥ unfiltered baseline, (3) no single instrument shows negative delta. If any condition fails, the filter is dead. Current evid Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
Authors
- Andrew Stewart Caldin
Publication Details
- Journal
- Zenodo (CERN European Organization for Nuclear Research)
- Published
- 2026-09-24
- DOI
- https://doi.org/10.5281/zenodo.22931124
- Primary Topic
- Data Analysis with R
- Type
- preprint